Binary Matrix Factorisation via Column Generation
Kovacs, R
Gunluk, O
Hauser, R
(09 Nov 2020)
doi:10.48550/arxiv.2011.04457
Principled Data Completion of Network Constraints for Day Ahead Auctions in Power Markets
Puiu, I
Hauser, R
(04 Jun 2021)
doi:10.48550/arxiv.2106.04310
Binary Matrix Factorisation and Completion via Integer Programming
Kovacs, R
Gunluk, O
Hauser, R
(25 Jun 2021)
doi:10.48550/arxiv.2106.13434
On Market Clearing of Day Ahead Auctions for European Power Markets: Cost Minimisation versus Social Welfare Maximisation
Puiu, I
Hauser, R
(13 Jul 2022)
doi:10.48550/arxiv.2207.06396
A fundamental Game Theoretic model and approximate global Nash Equilibria computation for European Spot Power Markets
Puiu, I
Hauser, R
(30 Aug 2022)
doi:10.48550/arxiv.2208.14164
Rough Paths and PDEs
Crisan, D
Friz, P
Gubinelli, M
Oberwolfach Reports
volume 9
issue 3
2493-2540
(29 May 2013)
doi:10.4171/owr/2012/41
Abstract integration, combinatorics of trees and differential equations
Gubinelli, M
Combinatorics and Physics
volume 539
135-151
(2011)
doi:10.1090/conm/539/10632
Rough Paths, Regularity Structures and Related Topics
Cass, T
Friz, P
Gubinelli, M
Oberwolfach Reports
volume 13
issue 2
1319-1406
(07 Feb 2017)
doi:10.4171/owr/2016/24
Unbounded rough drivers
Bailleul, I
Gubinelli, M
Annales de la faculté des sciences de Toulouse
volume 26
issue 4
795-830
(12 Dec 2017)
doi:10.5802/afst.1553
A Fourier approach to pathwise stochastic integration
Gubinelli, M
Imkeller, P
Perkowski, N
(15 Oct 2014)
doi:10.48550/arxiv.1410.4006